Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 48,668 : : Positions : : 11,911 31,586 8,121 1,037 987 6,503 5,171 607 13,662 2,904 5,510 : : : : Changes from: December 5, 2017 : : 434 -684 -295 109 -141 560 -60 -30 -1,122 244 693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 64.9 16.7 2.1 2.0 13.4 10.6 1.2 28.1 6.0 11.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 11 4 . 4 . 5 6 11 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,256 : : Positions : : 364 2,520 243 1,319 24 940 316 120 2,667 0 469 : : : : Changes from: December 5, 2017 : : 45 55 0 0 -15 35 -60 45 15 -35 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 47.9 4.6 25.1 0.5 17.9 6.0 2.3 50.7 0.0 8.9 : : : : Number of Traders in Each Category Total Traders: 26 : : . 5 . . . . . . 12 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 98,810 : : Positions : : 52,205 59,260 4,196 6,615 17,472 10,118 329 3,287 3,568 4,242 7,027 : : : : Changes from: December 5, 2017 : : 420 1,881 6 -846 1,358 -79 206 616 876 -74 -2,451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 60.0 4.2 6.7 17.7 10.2 0.3 3.3 3.6 4.3 7.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 31 . . 4 5 . 6 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 35,951 : : Positions : : 29,598 26,302 0 5,121 3,353 350 150 0 2,100 475 550 : : : : Changes from: December 5, 2017 : : 848 -234 0 557 20 -50 -75 0 -250 300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 73.2 0.0 14.2 9.3 1.0 0.4 0.0 5.8 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 23,401 : : Positions : : 21,921 14,429 0 6,792 705 0 0 0 350 1,050 425 : : : : Changes from: December 5, 2017 : : 2,357 1,817 0 115 70 0 0 0 0 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 61.7 0.0 29.0 3.0 0.0 0.0 0.0 1.5 4.5 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 174,268 : : Positions : : 138,758 122,073 17,096 18,140 4,834 8,014 16,868 2,041 2,263 9,100 1,132 : : : : Changes from: December 5, 2017 : : 2,214 2,469 -515 -2,810 1,508 -455 2,005 -880 415 -15 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 70.0 9.8 10.4 2.8 4.6 9.7 1.2 1.3 5.2 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 32 4 . . . 5 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 53,416 : : Positions : : 36,387 28,351 8,730 9,063 4,476 492 10,325 475 2,600 475 250 : : : : Changes from: December 5, 2017 : : -2,370 -977 50 -1,313 33 -90 575 -675 625 -425 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 53.1 16.3 17.0 8.4 0.9 19.3 0.9 4.9 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . . . . 4 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 29,686 : : Positions : : 24,125 14,896 5,411 14,040 0 0 300 150 0 300 0 : : : : Changes from: December 5, 2017 : : -1,040 -616 -156 -375 0 0 150 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 50.2 18.2 47.3 0.0 0.0 1.0 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 59,181 : : Positions : : 43,796 39,561 2,378 3,175 10,730 400 4,725 75 1,145 275 450 : : : : Changes from: December 5, 2017 : : -885 -2,145 -900 260 -380 0 0 0 -160 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 66.8 4.0 5.4 18.1 0.7 8.0 0.1 1.9 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 68,312 : : Positions : : 59,432 43,041 1,880 16,093 5,363 0 2,385 0 1,070 1,185 235 : : : : Changes from: December 5, 2017 : : 1,995 320 0 940 -360 0 1,075 0 -60 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 63.0 2.8 23.6 7.9 0.0 3.5 0.0 1.6 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 24 . . 4 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,524 : : Positions : : 39,457 28,279 21,685 12,955 3,165 350 0 0 1,241 21,450 575 : : : : Changes from: December 5, 2017 : : 895 2,365 2,410 -440 -215 0 0 0 -180 1,200 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 42.5 32.6 19.5 4.8 0.5 0.0 0.0 1.9 32.2 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 93,237 : : Positions : : 54,481 37,192 30,715 28,515 5,200 550 0 0 2,161 22,050 130 : : : : Changes from: December 5, 2017 : : 992 2,662 2,410 -440 -440 200 0 0 -180 1,200 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 39.9 32.9 30.6 5.6 0.6 0.0 0.0 2.3 23.6 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 31,656 : : Positions : : 21,591 27,601 5,695 0 3,965 0 0 0 400 0 0 : : : : Changes from: December 5, 2017 : : -1,318 -963 425 0 -675 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 87.2 18.0 0.0 12.5 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 34,590 : : Positions : : 27,270 28,285 905 370 5,395 125 95 25 750 360 60 : : : : Changes from: December 5, 2017 : : -698 -1,118 -90 -10 -80 -125 0 0 -275 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 81.8 2.6 1.1 15.6 0.4 0.3 0.1 2.2 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,085 : : Positions : : 8,485 8,935 200 900 150 0 0 0 1,250 100 0 : : : : Changes from: December 5, 2017 : : -800 -550 -100 -350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 88.6 2.0 8.9 1.5 0.0 0.0 0.0 12.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 22,482 : : Positions : : 13,193 12,997 0 6,270 820 1,660 0 0 4,700 210 1,900 : : : : Changes from: December 5, 2017 : : -1,244 -589 0 -350 0 -200 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 57.8 0.0 27.9 3.6 7.4 0.0 0.0 20.9 0.9 8.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 6,289 : : Positions : : 3,974 3,475 310 630 870 100 0 0 100 199 800 : : : : Changes from: December 5, 2017 : : -1,100 -95 310 -490 190 -100 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 55.3 4.9 10.0 13.8 1.6 0.0 0.0 1.6 3.2 12.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,718 : : Positions : : 27,238 36,638 9,870 0 2,610 0 50 0 0 300 0 : : : : Changes from: December 5, 2017 : : -2,005 -1,865 240 0 -640 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 92.2 24.9 0.0 6.6 0.0 0.1 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 22 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,136 : : Positions : : 42,006 29,601 965 15,220 615 100 0 0 1,500 450 20 : : : : Changes from: December 5, 2017 : : -1,120 -1,470 -345 200 -380 0 0 0 -100 -280 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 64.2 2.1 33.0 1.3 0.2 0.0 0.0 3.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 45,640 : : Positions : : 36,467 34,605 7,313 9,870 620 0 0 0 1,000 225 60 : : : : Changes from: December 5, 2017 : : 350 650 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 75.8 16.0 21.6 1.4 0.0 0.0 0.0 2.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,416 : : Positions : : 40,587 37,196 8,234 11,245 2,075 0 0 0 1,380 1,700 140 : : : : Changes from: December 5, 2017 : : 670 970 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 71.0 15.7 21.5 4.0 0.0 0.0 0.0 2.6 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 82,540 : : Positions : : 72,950 72,334 6,311 6,228 1,774 0 0 0 472 1,080 866 : : : : Changes from: December 5, 2017 : : -4,022 -1,572 1,910 -1,635 209 0 0 0 0 261 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 87.6 7.6 7.5 2.1 0.0 0.0 0.0 0.6 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 108,139 : : Positions : : 93,927 93,127 8,276 8,058 2,327 0 654 6 1,804 2,254 1,449 : : : : Changes from: December 5, 2017 : : -5,269 -4,656 2,160 -1,586 -51 -50 -89 -6 -1,182 799 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 86.1 7.7 7.5 2.2 0.0 0.6 0.0 1.7 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 24 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 32,349 : : Positions : : 23,024 31,836 8,976 0 113 0 0 0 200 400 0 : : : : Changes from: December 5, 2017 : : -1,730 0 625 0 -38 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 98.4 27.7 0.0 0.3 0.0 0.0 0.0 0.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 34,751 : : Positions : : 25,895 24,963 2,245 3,545 3,660 600 2,100 250 1,762 0 53 : : : : Changes from: December 5, 2017 : : -390 -240 150 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 71.8 6.5 10.2 10.5 1.7 6.0 0.7 5.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 42,052 : : Positions : : 21,325 34,517 7,732 1,740 3,895 6,455 0 500 1,695 1,400 0 : : : : Changes from: December 5, 2017 : : -380 1,545 700 75 -75 1,280 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 82.1 18.4 4.1 9.3 15.4 0.0 1.2 4.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 43,700 : : Positions : : 21,804 40,590 21,463 39 163 0 1,440 160 42 1,300 8 : : : : Changes from: December 5, 2017 : : 380 1,350 50 -908 73 0 0 0 -8 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 92.9 49.1 0.1 0.4 0.0 3.3 0.4 0.1 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 37,416 : : Positions : : 17,388 34,186 19,346 185 635 0 2,285 0 0 0 0 : : : : Changes from: December 5, 2017 : : 1,020 1,020 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 91.4 51.7 0.5 1.7 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,279 : : Positions : : 21,614 24,991 2,484 0 1,462 75 1,690 0 2,041 0 41 : : : : Changes from: December 5, 2017 : : 155 1,545 1,260 0 -193 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.4 8.8 0.0 5.2 0.3 6.0 0.0 7.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 0 . . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,497 : : Positions : : 18,798 19,633 691 905 954 0 595 320 1,454 0 0 : : : : Changes from: December 5, 2017 : : 180 540 267 -83 33 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 87.3 3.1 4.0 4.2 0.0 2.6 1.4 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 51,569 : : Positions : : 46,021 34,682 2,834 7,998 1,250 0 5,645 347 370 1,045 576 : : : : Changes from: December 5, 2017 : : 708 137 -835 70 3 0 -378 77 5 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 67.3 5.5 15.5 2.4 0.0 10.9 0.7 0.7 2.0 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,008 : : Positions : : 32,363 24,614 4,405 10,092 500 0 1,814 270 110 712 0 : : : : Changes from: December 5, 2017 : : -426 144 330 0 -32 0 -300 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 64.8 11.6 26.6 1.3 0.0 4.8 0.7 0.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,058 : : Positions : : 10,188 17,658 10,075 0 3,375 0 2,775 225 75 25 0 : : : : Changes from: December 5, 2017 : : 8 -25 -153 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 73.4 41.9 0.0 14.0 0.0 11.5 0.9 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 14,910 : : Positions : : 7,155 14,415 5,555 0 475 270 0 0 1,270 0 0 : : : : Changes from: December 5, 2017 : : 220 0 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 96.7 37.3 0.0 3.2 1.8 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 15,020 : : Positions : : 7,290 14,525 5,815 0 475 420 0 0 890 0 0 : : : : Changes from: December 5, 2017 : : 220 0 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 96.7 38.7 0.0 3.2 2.8 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 806,973 : : Positions : : 571,653 381,359 6,118 99,922 129,493 1,313 85,683 25,670 1 13,737 71,108 : : : : Changes from: December 5, 2017 : : 61,138 13,857 1 8,694 4,870 507 26,054 -168 -4,596 9,389 -5,558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 47.3 0.8 12.4 16.0 0.2 10.6 3.2 0.0 1.7 8.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 15,250 : : Positions : : 9,775 13,520 4,475 1,030 220 0 0 0 720 0 0 : : : : Changes from: December 5, 2017 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 88.7 29.3 6.8 1.4 0.0 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 17,440 : : Positions : : 11,900 14,120 4,600 2,680 160 0 0 0 720 0 0 : : : : Changes from: December 5, 2017 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.0 26.4 15.4 0.9 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 11,655 : : Positions : : 5,640 4,875 5,310 6,330 440 0 0 0 0 0 0 : : : : Changes from: December 5, 2017 : : 250 600 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 41.8 45.6 54.3 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,345 : : Positions : : 9,569 15,070 10,975 5,090 1,235 0 700 200 25 50 0 : : : : Changes from: December 5, 2017 : : 1,035 -350 -1,485 -100 490 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 67.4 49.1 22.8 5.5 0.0 3.1 0.9 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 19,442 : : Positions : : 8,040 12,700 8,275 3,840 2,150 0 500 200 25 50 0 : : : : Changes from: December 5, 2017 : : 860 175 -785 -100 380 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 65.3 42.6 19.8 11.1 0.0 2.6 1.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 7,795 : : Positions : : 6,745 5,835 50 830 985 0 25 0 0 0 0 : : : : Changes from: December 5, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 74.9 0.6 10.6 12.6 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 6,840 : : Positions : : 6,155 4,865 0 1,185 670 0 0 0 0 0 0 : : : : Changes from: December 5, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 71.1 0.0 17.3 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 25,608 : : Positions : : 19,038 17,703 3,005 2,015 2,865 100 0 0 457 2,965 0 : : : : Changes from: December 5, 2017 : : 437 571 -100 -200 100 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 69.1 11.7 7.9 11.2 0.4 0.0 0.0 1.8 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 26,333 : : Positions : : 19,625 17,159 3,005 3,107 3,008 100 0 0 457 2,965 0 : : : : Changes from: December 5, 2017 : : 744 550 -100 100 100 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 65.2 11.4 11.8 11.4 0.4 0.0 0.0 1.7 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 111,081 : : Positions : : 98,089 75,451 3,430 24,158 5,217 150 3,065 0 3,190 2,375 715 : : : : Changes from: December 5, 2017 : : 4,184 333 0 3,305 105 -500 0 0 0 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 67.9 3.1 21.7 4.7 0.1 2.8 0.0 2.9 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 26 . . 4 . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 123,804 : : Positions : : 113,072 81,283 1,465 27,851 4,717 150 6,990 365 3,310 2,065 435 : : : : Changes from: December 5, 2017 : : 2,119 -2,997 0 2,605 361 -600 1,900 0 -25 -25 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 65.7 1.2 22.5 3.8 0.1 5.6 0.3 2.7 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 . . 4 . 4 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 246,161 : : Positions : : 153,597 174,813 9,611 0 31,349 21,203 8,387 7,230 5,158 9,903 13,923 : : : : Changes from: December 5, 2017 : : 646 8,514 2,439 -6,436 6,509 4,230 740 -2,555 -2,473 2,101 691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 71.0 3.9 0.0 12.7 8.6 3.4 2.9 2.1 4.0 5.7 : : : : Number of Traders in Each Category Total Traders: 80 : : 37 41 6 0 4 7 5 . 8 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 39,549 : : Positions : : 28,771 34,289 5,535 2,600 2,445 2,285 0 90 100 50 50 : : : : Changes from: December 5, 2017 : : 1,495 4,825 -50 -3,490 865 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 86.7 14.0 6.6 6.2 5.8 0.0 0.2 0.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 38,049 : : Positions : : 27,856 33,749 4,685 1,420 2,705 2,385 0 50 100 100 0 : : : : Changes from: December 5, 2017 : : 1,485 4,825 -50 -3,490 995 0 0 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 88.7 12.3 3.7 7.1 6.3 0.0 0.1 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 188,839 : : Positions : : 110,403 112,977 18,567 30,113 36,785 20,923 0 2,160 0 6,804 0 : : : : Changes from: December 5, 2017 : : 10,109 2,452 828 2,684 1,381 189 0 49 0 5,990 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 59.8 9.8 15.9 19.5 11.1 0.0 1.1 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 29,049 : : Positions : : 22,112 24,227 2,650 355 300 0 0 0 0 0 0 : : : : Changes from: December 5, 2017 : : -1,645 -2,130 -510 -25 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 83.4 9.1 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 27,955 : : Positions : : 20,605 23,050 2,975 355 300 0 0 0 0 0 0 : : : : Changes from: December 5, 2017 : : -1,565 -2,025 -480 -25 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 82.5 10.6 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,955 : : Positions : : 3,095 9,565 6,795 0 950 0 375 0 50 0 0 : : : : Changes from: December 5, 2017 : : -155 -805 -670 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 80.0 56.8 0.0 7.9 0.0 3.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 28,785 : : Positions : : 13,243 21,698 11,730 385 1,155 0 300 0 0 2,400 0 : : : : Changes from: December 5, 2017 : : -942 -1,432 -670 -55 -120 0 -50 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.4 40.8 1.3 4.0 0.0 1.0 0.0 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 27,915 : : Positions : : 12,714 21,034 12,130 900 1,155 0 300 0 0 2,400 0 : : : : Changes from: December 5, 2017 : : -937 -1,172 -430 -50 -120 0 -50 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 75.4 43.5 3.2 4.1 0.0 1.1 0.0 0.0 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,615 : : Positions : : 21,795 7,760 825 3,765 2,425 0 9,385 0 0 1,900 0 : : : : Changes from: December 5, 2017 : : -2,870 -665 -125 -1,465 0 0 -750 0 0 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 28.1 3.0 13.6 8.8 0.0 34.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 28,120 : : Positions : : 22,355 8,320 800 4,680 2,425 0 9,085 0 0 1,260 0 : : : : Changes from: December 5, 2017 : : -2,885 -740 -100 -1,510 0 0 -550 0 0 -195 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 29.6 2.8 16.6 8.6 0.0 32.3 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 34,975 : : Positions : : 15,705 27,150 13,295 1,875 460 550 0 350 50 605 75 : : : : Changes from: December 5, 2017 : : -460 -4,225 -3,910 100 -85 -125 0 25 -50 -365 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 77.6 38.0 5.4 1.3 1.6 0.0 1.0 0.1 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 31,990 : : Positions : : 13,795 25,420 12,700 1,300 420 800 0 200 50 655 75 : : : : Changes from: December 5, 2017 : : -525 -3,690 -3,535 75 -75 125 0 -125 -50 -365 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 79.5 39.7 4.1 1.3 2.5 0.0 0.6 0.2 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,165 : : Positions : : 16,345 9,935 50 275 3,435 0 6,070 0 0 0 0 : : : : Changes from: December 5, 2017 : : -1,315 -1,630 -1,040 25 -25 0 -755 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 44.8 0.2 1.2 15.5 0.0 27.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 22,240 : : Positions : : 16,440 11,760 0 5,375 1,655 0 430 50 130 25 50 : : : : Changes from: December 5, 2017 : : -1,285 -900 0 -390 0 0 225 0 130 -35 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 52.9 0.0 24.2 7.4 0.0 1.9 0.2 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 20,955 : : Positions : : 15,645 10,840 0 5,140 1,730 0 430 50 190 25 40 : : : : Changes from: December 5, 2017 : : -1,185 -745 0 -445 0 0 225 0 130 -25 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 51.7 0.0 24.5 8.3 0.0 2.1 0.2 0.9 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 37,030 : : Positions : : 23,940 11,595 0 23,400 0 10,405 725 0 1,450 100 0 : : : : Changes from: December 5, 2017 : : -135 470 0 -1,180 -25 -695 -25 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 31.3 0.0 63.2 0.0 28.1 2.0 0.0 3.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 8 0 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 32,020 : : Positions : : 19,825 13,255 0 15,805 300 8,685 725 0 1,350 100 0 : : : : Changes from: December 5, 2017 : : -5 935 0 -1,075 -25 -155 75 -75 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 41.4 0.0 49.4 0.9 27.1 2.3 0.0 4.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 97,755 : : Positions : : 46,725 88,180 34,295 0 270 6,650 100 1,680 965 310 615 : : : : Changes from: December 5, 2017 : : -1,360 -1,765 785 0 -275 -475 0 0 -605 110 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 90.2 35.1 0.0 0.3 6.8 0.1 1.7 1.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 85,865 : : Positions : : 44,930 77,700 26,010 0 750 6,900 200 1,190 275 170 585 : : : : Changes from: December 5, 2017 : : -1,500 -2,070 1,060 0 -70 -815 50 0 -695 70 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 90.5 30.3 0.0 0.9 8.0 0.2 1.4 0.3 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 17,745 : : Positions : : 14,170 6,045 200 8,190 475 0 1,050 0 750 0 0 : : : : Changes from: December 5, 2017 : : -905 -900 0 -340 0 0 300 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 34.1 1.1 46.2 2.7 0.0 5.9 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 18,745 : : Positions : : 13,985 7,635 200 8,535 1,090 0 200 0 1,950 0 0 : : : : Changes from: December 5, 2017 : : -1,000 -960 0 -170 -55 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 40.7 1.1 45.5 5.8 0.0 1.1 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 48,560 : : Positions : : 36,265 30,735 0 2,105 4,450 0 2,825 525 0 600 0 : : : : Changes from: December 5, 2017 : : -770 -960 -50 215 -125 0 -75 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 63.3 0.0 4.3 9.2 0.0 5.8 1.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 29,460 : : Positions : : 18,520 17,570 595 1,465 3,905 400 0 225 0 600 0 : : : : Changes from: December 5, 2017 : : -1,350 -880 445 150 -295 100 -75 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 59.6 2.0 5.0 13.3 1.4 0.0 0.8 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 15, 2017